#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Processes;
using Cephei.QL;
namespace Cephei.QL.Experimental.Compoundoption
{
     // <summary> 
	// ! The formulas are taken from "Foreign Exchange Risk", Uwe Wystup, Risk 2002, where closed form Greeks are available. (not available in Haug 2007). Value: Page 84, Greeks: Pages 94-95.  \test the correctness of the returned value is tested by reproducing results available in literature.
	// </summary>
    [Guid ("D318CC42-DC9E-453e-8760-5B53578AE3C3"),ComVisible(true)]
	public interface IAnalyticCompoundOptionEngine : Cephei.QL.IPricingEngine
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 IAnalyticCompoundOptionEngine Calculate {get;}
    }

    // <summary> 
	// ! The formulas are taken from "Foreign Exchange Risk", Uwe Wystup, Risk 2002, where closed form Greeks are available. (not available in Haug 2007). Value: Page 84, Greeks: Pages 94-95.  \test the correctness of the returned value is tested by reproducing results available in literature. Factory
	// </summary>
   	[ComVisible(true)]
    public interface IAnalyticCompoundOptionEngine_Factory // : Collection_Factory<IAnalyticCompoundOptionEngine, ICell<IAnalyticCompoundOptionEngine>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IAnalyticCompoundOptionEngine Create (Cephei.QL.Processes.IGeneralizedBlackScholesProcess process);
    }
}

